SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Dec-2017

Day Change Summary
	Previous	Current
	30-Nov-2017	01-Dec-2017	Change	Change %	Previous Week
Open	263.76	264.76	1.00	0.4%	260.41
High	266.05	265.31	-0.74	-0.3%	266.05
Low	263.67	260.76	-2.91	-1.1%	260.00
Close	265.01	264.46	-0.55	-0.2%	264.46
Range	2.38	4.55	2.17	91.2%	6.05
ATR	1.51	1.72	0.22	14.4%	0.00
Volume	127,894,304	164,390,896	36,496,592	28.5%	521,043,892

Daily Pivots for day following 01-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	277.16	275.36	266.96
R3	272.61	270.81	265.71
R2	268.06	268.06	265.29
R1	266.26	266.26	264.88	264.89
PP	263.51	263.51	263.51	262.82
S1	261.71	261.71	264.04	260.34
S2	258.96	258.96	263.63
S3	254.41	257.16	263.21
S4	249.86	252.61	261.96

Weekly Pivots for week ending 01-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	281.65	279.11	267.79
R3	275.60	273.06	266.12
R2	269.55	269.55	265.57
R1	267.01	267.01	265.01	268.28
PP	263.50	263.50	263.50	264.14
S1	260.96	260.96	263.91	262.23
S2	257.45	257.45	263.35
S3	251.40	254.91	262.80
S4	245.35	248.86	261.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	266.05	260.00	6.05	2.3%	2.27	0.9%	74%	False	False	104,208,778
10	266.05	257.77	8.28	3.1%	1.57	0.6%	81%	False	False	78,694,279
20	266.05	255.63	10.42	3.9%	1.44	0.5%	85%	False	False	70,967,945
40	266.05	253.65	12.40	4.7%	1.26	0.5%	87%	False	False	65,133,127
60	266.05	246.30	19.75	7.5%	1.16	0.4%	92%	False	False	64,461,360
80	266.05	241.83	24.22	9.2%	1.26	0.5%	93%	False	False	66,679,760
100	266.05	241.83	24.22	9.2%	1.21	0.5%	93%	False	False	63,927,324
120	266.05	239.96	26.09	9.9%	1.25	0.5%	94%	False	False	63,987,941

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Widest range in 267 trading days

Fibonacci Retracements and Extensions
4.250	284.65
2.618	277.22
1.618	272.67
1.000	269.86
0.618	268.12
HIGH	265.31
0.618	263.57
0.500	263.04
0.382	262.50
LOW	260.76
0.618	257.95
1.000	256.21
1.618	253.40
2.618	248.85
4.250	241.42

Fisher Pivots for day following 01-Dec-2017
Pivot	1 day	3 day
R1	263.99	264.11
PP	263.51	263.76
S1	263.04	263.41

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These figures are updated between 7pm and 10pm EST after a trading day.

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